+883.7%
BAH vs TAP
+26.3%
+857.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | +2.0% | -2.1% | +4.1% | +2.5% |
| 3M | -7.6% | +6.6% | -14.2% | -9.1% |
| 6M | -5.7% | -11.5% | +5.8% | -3.1% |
| YTD | -11.7% | -10.3% | -1.5% | -10.0% |
| 1Y | -27.4% | -14.4% | -13.0% | -25.2% |
| 3Y | -32.5% | -28.3% | -4.3% | -28.4% |
| 5Y | -3.3% | +1.7% | -5.0% | -7.9% |
| 10Y | +186.0% | -49.2% | +235.2% | +210.4% |
| All | +883.7% | +26.3% | +857.4% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling